+3,786.6%
STRL vs TSN
+15.3%
+3,771.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | +23.4% | -1.4% | +24.8% | +23.9% |
| 30D | -39.5% | +10.2% | -49.7% | -41.4% |
| 3M | -45.1% | +7.2% | -52.2% | -46.4% |
| 6M | -64.6% | -10.6% | -54.0% | -63.9% |
| YTD | -1.5% | +3.7% | -5.2% | -4.8% |
| 1Y | -20.8% | +13.5% | -34.3% | -25.7% |
| 3Y | +353.1% | +40.1% | +313.0% | +277.8% |
| 5Y | +942.9% | -14.5% | +957.3% | +939.3% |
| All | +3,786.6% | +15.3% | +3,771.3% | +3,322.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TSN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling